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positive_eps_streak on MATTEL INC /DE/ (MAT)
SIC 3942 — Dolls & Stuffed Toys · CIK 63276 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on MAT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | +1.57% | -4.82% | -12.48% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -0.19% | -3.20% | -7.01% | -8.52% | -20.24% |
| FY2023 | 2024-03-15 | 2024-03-15 | +0.89% | +1.41% | -5.63% | -9.60% | +5.01% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.11% | -3.73% | -12.10% | +2.70% | +6.05% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.90% | -0.67% | -1.76% | -11.76% | -33.11% |
| FY2015 | 2016-02-25 | 2016-02-25 | -2.02% | -0.48% | -2.38% | -6.67% | -18.23% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.85% | +1.81% | -10.84% | +2.27% | +35.77% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.60% | +1.44% | +6.04% | +5.73% | -25.82% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.54% | +2.41% | +8.36% | +15.00% | -4.88% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.46% | +1.58% | +4.12% | -3.65% | +28.98% |
| FY2010 | 2011-02-24 | 2011-02-24 | +1.18% | +3.86% | +2.56% | +8.36% | +35.32% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.